Portfolio ManagementLab EN
The Attribution Lab
A rules-based 15-name BVC portfolio compounded at 9.7% net against a 5.0% cap-weighted benchmark, a 4.7% annual excess with a 0.63 information ratio. …
+5.3% allocation / yr
Portfolio management · Casablanca
Before the capital,
the process.
Yirviel Somé — MSc Finance candidate at ENCG Casablanca, FMVA® & BIDA® certified. This is a portfolio-management research desk built in public: mandate, allocation, security selection, risk budgeting and attribution, with corporate finance work alongside it — tested on public filings and Casablanca data.
Watch FIN in motion 01:01- Illustrative focusLong-only equity & multi-asset
- UniverseBVC & global filings
- Target seatInvestment analyst
01 · portfolio management
I build systematic, evidence-first portfolios: allocation and risk budgeting, factor research, fixed-income and curve hedging, attribution, and the liquidity constraints that decide whether a strategy is actually investable.
Portfolio-management projects →02 · corporate finance
I value companies from their filings: linked three-statement models, DCF and LBO, M&A diligence, accounting quality, and the assumptions that decide the answer.
Corporate-finance projects →evidence · not adjectives
Every card opens the work behind it.
01 · allocation
76BVC names
Six factors tested across 13 years of Casablanca data, net of costs, with an ADV-based capacity ceiling. The factor is real; the capacity is not.
Open the factor lab → 02 · risk VaR95% · CVaRA weighted BVC and global-ETF book, measured before the return case: historical VaR and CVaR, drawdown, rolling risk, correlations and stress.
Open the risk dashboard → 03 · attribution +5.3allocation / yrBrinson-Fachler and factor attribution on a rules-based BVC book: 143 months, Carino linking, costs, and an alpha that does not survive the explanation.
Open the attribution lab →01 · the process
From mandate to attribution
A PM is not paid to have views. A PM is paid to turn a mandate into a repeatable process, then defend every step of it. These are the five decisions I train on — in order.
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01
Mandate & IPS
Objective, constraints, horizon, liquidity, and tolerance for loss — written down before a view is formed. The IPS is the contract every later decision is judged against.
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02
Strategic allocation
The policy portfolio sets the beta. Equity, fixed income, cash, and alternatives are sized by horizon, liquidity, and drawdown tolerance. It is the largest driver of long-run outcomes.
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03
Security selection
Bottom-up valuation inside the policy bands: DCF, comparables, screens, and factor exposures. A thesis has to survive the filings before it earns a position — and a margin of safety before it earns size.
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04
Construction & risk
Covariance, position limits, concentration rules, factor exposures, VaR and CVaR, and stress tests. Risk is sized before the return case: the first question is what breaks the book.
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05
Attribution & reporting
Performance against the policy benchmark, Brinson and factor attribution, rebalancing discipline, and written reporting. The record is the product: returns are explained, not merely reported.
02 · corporate finance
The other half of the toolkit
Valuation, leverage, diligence and accounting — built from public filings and public datasets. The secondary pillar: DCF, LBO, M&A and FP&A.
DCF · accounting
1,852MAD / share
Akdital's three-statement model and DCF, rebuilt from the filings, with the audit that corrected the capex, WACC and terminal-value assumptions.
Open the Akdital DCF → LBO · M&A 17.3% net IRRA full sponsor LBO reconstruction of the CBIZ take-private: leverage, cash sweep, §163(j), management pool, returns and sensitivities.
Open the CBIZ LBO → Diligence · accounting 0raw rows exposedBuy-side diligence without raw data: EBITDA bridge, DSO/DPO/DIO, customer concentration and AR/AP aging on a tokenized ledger.
Open the clean room → FP&A · analytics 8.4% marginA Power BI/FP&A case study from two raw CSVs: a locale trap that would have corrupted 61% of the data, a star schema, and the margin review.
Open the FP&A dashboard →03 · selected projects
The work behind the process
Portfolio-management research and corporate-finance models, each built from source data and published with its assumptions, limits and reproduction path.
Portfolio ManagementLab EN
The Casablanca Factor Lab
Momentum is the only factor with a positive, significant premium after excluding microcaps: 6.7% net CAGR, 0.67 Sharpe, 0.078 IC. Size earns 0.5%, the …
6.7% net CAGR
Corporate FinanceCase study FR
Akdital S.A. — Modèle à trois états financiers & Valorisation DCF
Modèle à trois états financiers entièrement lié et valorisation DCF d'Akdital S.A., premier groupe de santé privée coté au Maroc — avec un audit documenté …
1,852 MAD / share
Corporate FinanceModel EN
The $5 Billion CBIZ Take-Private: A Full LBO Reconstruction
A seven-exhibit LBO reconstruction of the announced Grant Thornton / New Mountain take-private of CBIZ (NYSE: CBZ) at $55.00/share, $5.0bn enterprise …
17.3% net IRR · 1.91x MOIC
04 · tools
Move the assumptions yourself
The labs are interactive inside the case studies, alongside the standalone DCF, risk dashboard, BAM curve and portfolio Monte Carlo tools. The Projects hub lists every live tool and case study.
Live · valuation
1,852MAD / share
Run the linked three-statement DCF: change growth, margins, capex, WACC or terminal value and watch the valuation and balance-sheet checks move.
Open the Akdital DCF → Live · options 2,565SPX quotesPrice an option, inspect the six-expiry volatility surface, and compare delta with delta-gamma hedging.
Open the derivatives lab → Live · fixed income 58.4kMAD / bpFit the BAM curve, reprice the eight-bond book, and move the duration, convexity and key-rate hedge inputs.
Open the BAM curve lab → Live · factors 6.7% net CAGRBlend the BVC factor streams, switch long-only versus long-short, and vary names and transaction costs.
Open the factor lab → Live · attribution 0.63information ratioMove the allocation, selection and cost inputs and watch the Brinson and factor decomposition update.
Open the attribution lab →
the seat · investment_team
Hiring for an investment seat?
I am looking for a full-time analyst role on a portfolio management, research, or risk team — allocation, security selection, risk budgeting, and attribution. The work above is the application: open-book, dated, and checkable.
Casablanca or remote · open to full-time analyst roles.